Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
16.12.2016 | - | 0.89 | - | 60'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 23.90% |
15.12.2016 | 1.59% | 0.89 | 0.96 | 60'000 | 20'000 | 62'022 | 12'287 | 45'099 | 9'177 | 84.49% | 86.44% |
14.12.2016 | 0.83% | 1.25 | 1.26 | 40'000 | 20'000 | 48'603 | 11'903 | 58'219 | 14'527 | 96.71% | 96.71% |
13.12.2016 | 0.62% | 1.21 | 1.22 | 50'000 | 20'000 | 33'331 | 12'188 | 53'692 | 19'422 | 99.03% | 99.03% |
12.12.2016 | 0.45% | 1.88 | 1.89 | 30'000 | 20'000 | 29'007 | 12'779 | 64'222 | 27'715 | 73.48% | 73.48% |
09.12.2016 | 0.95% | 1.32 | 1.34 | 40'000 | 20'000 | 52'468 | 12'179 | 55'079 | 13'515 | 99.36% | 99.36% |
08.12.2016 | 1.42% | 0.75 | 0.80 | 60'000 | 10'000 | 67'734 | 11'223 | 52'997 | 9'051 | 77.25% | 78.29% |
07.12.2016 | 1.71% | 0.64 | 0.65 | 80'000 | 20'000 | 89'953 | 12'474 | 52'877 | 7'561 | 84.98% | 84.98% |
06.12.2016 | 2.11% | 0.51 | 0.52 | 100'000 | 20'000 | 110'488 | 12'093 | 51'697 | 5'931 | 98.48% | 99.52% |